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Information Spillover Effect and Autoregressive Conditional Duration Models

Information Spillover Effect and Autoregressive Conditional Duration Models
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Information Spillover Effect and Autoregressive Conditional Duration Models
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing co-movements between two time series. 

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  • Publisher: Routledge
  • Publication Place: UK
  • Publication Year: 2018-06-28
  • Language: English
  • Number of Pages: 228
  • Edition: 1
  • Seller: BestBookBuddies  
  • Category: RAPS
  • Stock: 9999
  • Model: Stock
  • Weight: 0.42kg
  • SKU: Stock
  • ISBN: 9781138316874
  • Sold By: taylorandfrancis
  • Contact Seller
  • ₹2,569.66
    ₹3,212.08
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